This study hypothesizes that hyperimmune anti-HIV intravenous immunoglobulin (HIVIG) will be efficacious, safe, and tolerable when administered with ZDV to HIV-infected pregnant women and their newborn infants for prevention of vertical transmission of HIV. This study was stopped by the Data, Safety, and Monitoring Board because of lack of efficacy using the currently projected number of patients and because of slow accrual. One important finding was that both treatment and control patients had a vertical HIV transmission rate of less than 5%, an improvement over previous research data.